+1,058.2%
EIX vs CRS
+10,171.0%
-9,112.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.6% |
| 7D | -19.1% | -0.2% | -18.9% | -19.1% |
| 30D | -16.9% | -16.6% | -0.3% | -14.6% |
| 3M | -20.0% | -3.5% | -16.5% | -20.0% |
| 6M | -21.3% | +15.4% | -36.8% | -23.9% |
| YTD | -1.7% | +51.2% | -52.9% | -9.2% |
| 1Y | +9.6% | +98.3% | -88.7% | -3.9% |
| 3Y | -3.7% | +651.5% | -655.2% | -34.2% |
| 5Y | +22.6% | +1,411.1% | -1,388.5% | -27.8% |
| 10Y | +17.7% | +1,424.3% | -1,406.7% | -37.2% |
| All | +1,058.2% | +10,171.0% | -9,112.8% | +316.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling